V-Lab: Isuzu Motors Ltd Spline-GARCH Volatility Analysis

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V-Lab

Isuzu Motors Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:21.48% (-0.84%)

Analysis last updated: Saturday, May 11, 2024 at 04:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0134	4.80
$α$	0.1190	8.54
$β$	0.8229	43.76
$γ_{1}$	-0.1354	-2.06
$γ_{2}$	0.2649	2.83
$γ_{3}$	-0.1724	-2.53
$γ_{4}$	-0.0329	-0.44
$γ_{5}$	0.1789	2.46
$γ_{6}$	-0.1911	-2.41
$γ_{7}$	0.1317	1.83
$γ_{8}$	-0.0375	-0.62
$γ_{9}$	0.0048	0.08
$γ_{10}$	-0.1154	-1.09

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts